+217.3%
ROL vs SRE
+123.9%
+93.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | +0.8% | -5.6% | +6.4% | +2.5% |
| 30D | +20.6% | -4.5% | +25.0% | +22.1% |
| 3M | +4.5% | -7.7% | +12.2% | +6.8% |
| 6M | -26.5% | -14.4% | -12.1% | -23.3% |
| YTD | -34.8% | -9.4% | -25.4% | -33.3% |
| 1Y | -33.2% | -13.8% | -19.3% | -30.6% |
| 3Y | +4.5% | +22.2% | -17.7% | -4.8% |
| 5Y | +15.5% | +50.5% | -34.9% | -1.0% |
| All | +217.3% | +123.9% | +93.4% | +155.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SRE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling